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+3.5%
This Month
-0.28%
Year To Date
+24.29%
2 Years
+9.91%
5 Years
+47.83%
10 Years
+7.6%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 💵 Cash38.24%
- 🛍️ Retail Trade21.65%
- 🧬 Health Technology8.02%
- 🖥️ Technology Services5.42%
- 💇♀️ Consumer Services4.88%
- 🏭 Industrial Services4%
- 🍞 Consumer Non Durables3.84%
- 🏥 Health Services3.5%
- 💰 Finance3%
- 💻 Electronic Technology2.8%
- 📡 Communications2.4%
- 🚚 Transportation2.02%
- 🚗 Consumer Durables0.29%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 Nasdaq35.97%
- 🇺🇸 NYSE25.56%
- 🇬🇧 LSE0.29%
Countries Breakdown
- Country
- Total
- 🇺🇸 United States46.37%
- 🇨🇳 China8.48%
- 🇮🇪 Ireland3.8%
- 🇺🇾 Uruguay2.88%
- 🇬🇧 United Kingdom0.29%
Dividends
Dividend Yield
0.64%
6 out of 18 instruments pay dividend.
3 dividend payments in the next 30 days.
Highest Dividend: $PRU (5.56%)
Performance Metrics
Score 3.3/10
Beta
1.03
1.03
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
0.42
0.42
0
1
2
3
3
Jensen's Alpha
-3.13
-3.13
-4
0
2
4.5
4.5
Omega Ratio
0.86
0.86
0
1
1.5
2.5
2.5
Treynor Ratio
0.49
0.49
0
0.75
1.25
2
2
Information Ratio
-0.18
-0.18
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Beta
1.03
1.03
0
0.8
1.2
0
2
Sharpe Ratio
0.27
0.27
0
0.5
1
1.5
1.5
Sortino Ratio
0.42
0.42
0
1
2
3
3
Jensen's Alpha
-3.13
-3.13
-4
0
2
4.5
4.5
Omega Ratio
0.86
0.86
0
1
1.5
2.5
2.5
Treynor Ratio
0.49
0.49
0
0.75
1.25
2
2
Information Ratio
-0.18
-0.18
-1
0.3
0.6
1
1
Calmar Ratio
0.16
0.16
0
0.3
0.6
1
1
Portfolio Valuation
Based on current positions
P/E Ratio
30.74
High:
BA
118.11BALow:
UA
-5.04UADetails
PEG Ratio
179.98
High:
MELI
1,056.06MELILow:
INCY
0.75INCYDetails
Price/Book
5.4
High:BA
32.25BALow:
CNC
0.93CNCDetails
Price/Sales
2.9
High:INCY
3.87INCYLow:CNC
0.09CNCDetails
Price/CF
16.09
High:BA
163.87BALow:
CMCSA
3.23CMCSADetails
Price/FCF
102.71
High:
AMZN
325.85AMZNLow:CNC
4.68CNCDetails
P/E Ratio
30.74
High:BA
118.11BALow:UA
-5.04UADetails
PEG Ratio
179.98
High:MELI
1,056.06MELILow:INCY
0.75INCYDetails
Price/Book
5.4
High:BA
32.25BALow:CNC
0.93CNCDetails
Price/Sales
2.9
High:INCY
3.87INCYLow:CNC
0.09CNCDetails
Price/CF
16.09
High:BA
163.87BALow:CMCSA
3.23CMCSADetails
Price/FCF
102.71
High:AMZN
325.85AMZNLow:CNC
4.68CNCDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-43.73% | Nov 2021 | - | 54 |
-2.8% | Jul 2021 | Aug 2021 | 1 |
-1.79% | Sep 2021 | Oct 2021 | 1 |
-0.84% | Mar 2021 | Apr 2021 | 1 |